Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52177.5 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48052.83 Kr¶

PnL: ---------------------------------------> -879.17 Kr¶

DD now: ---------------------------------> -1.775 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:11:26.816807'

Anic Portfolio¶

Today¶

Return: 0.197 %¶

This Week¶

Return: -0.265 %¶

Total portfolio value¶

Return including deposits: 70.816 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.560000 700.210000 61.210000 9.580000 638.999984
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Biotage 4 1.030000 630.400000 27.400000 4.540000 603.000000
Embracer Group B 26 2.200000 689.390000 27.390000 4.140000 661.999988
Vitrolife 3 1.650000 703.800000 26.800000 3.960000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Humana 40 4.350000 691.200000 17.200000 2.550000 674.000000
Fortnox 10 1.240000 684.800000 16.800000 2.510000 668.000000
Addtech B 3 0.170000 716.400000 16.400000 2.340000 699.999999
SynAct Pharma 9 -0.680000 653.400000 8.400000 1.300000 645.000003
Svolder B 35 -0.320000 2185.750000 6.750000 0.310000 2179.000005
Addnode Group B 6 -0.320000 757.800000 5.800000 0.770000 751.999998
NCC B 7 0.370000 659.050000 5.050000 0.770000 653.999997
Latour B 2 -0.970000 447.600000 -1.400000 -0.310000 449.000000
Volati 5 -0.350000 571.000000 -3.000000 -0.520000 574.000000
Indutrade 5 -0.900000 1316.500000 -3.500000 -0.270000 1320.000000
Sedana Medical 135 4.640000 4325.400000 -5.600000 -0.130000 4330.999935
SCA A 4 0.410000 590.400000 -8.600000 -1.440000 599.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.580000 645.000000 -13.000000 -1.980000 657.999999
Nolato B 12 -2.130000 633.600000 -14.400000 -2.220000 648.000000
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Profoto Holding 7 -2.420000 565.600000 -16.400000 -2.820000 581.999999
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Creades A 7 -0.320000 547.050000 -63.950000 -10.470000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Investor A 16 -0.830000 3436.800000 -108.200000 -3.050000 3545.000000
Balco Group 39 -2.060000 1762.800000 -112.200000 -5.980000 1874.999997
New Wave B 40 -0.690000 3734.000000 -182.000000 -4.650000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48052.830000 -879.170000 -1.77493% 48931.999868

Updated:¶

'2023-06-14 16:11:42.995891'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶